Expansion of a Maximum Likelihood Estimate by Diffusion Powers

DOI10.1137/1129061zbMath0604.62080OpenAlexW1990663784MaRDI QIDQ3740854

Yury A. Kutoyants

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129061

zbMATH Keywords

diffusionWiener processmaximum likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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